+97.3%
EEM vs CRBG
+117.3%
-20.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.0% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +2.1% | +2.6% | -0.6% | +1.5% |
| 3M | +1.0% | +24.0% | -23.0% | -3.5% |
| 6M | +15.9% | +50.5% | -34.6% | +6.1% |
| YTD | +24.6% | +17.1% | +7.5% | +19.5% |
| 1Y | +32.3% | +5.9% | +26.4% | +29.1% |
| 3Y | +85.9% | +122.7% | -36.8% | +53.6% |
| All | +97.3% | +117.3% | -20.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling